+19.0%
SPGI vs BTDR
+23.8%
-4.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.6% |
| 7D | +0.1% | +20.0% | -19.8% | -0.2% |
| 30D | +8.4% | +11.9% | -3.5% | +8.0% |
| 3M | +11.8% | -36.9% | +48.8% | +12.6% |
| 6M | +5.7% | +56.5% | -50.8% | +3.8% |
| YTD | -9.7% | +10.4% | -20.1% | -10.7% |
| 1Y | -12.5% | +3.1% | -15.5% | -13.8% |
| 3Y | +21.8% | -2.6% | +24.4% | +16.6% |
| 5Y | +8.2% | +25.2% | -17.0% | +4.9% |
| All | +19.0% | +23.8% | -4.8% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling